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TimeSeries support #56

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3 tasks
milktrader opened this issue Oct 29, 2015 · 4 comments
Closed
3 tasks

TimeSeries support #56

milktrader opened this issue Oct 29, 2015 · 4 comments

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@milktrader
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Not sure how this is implemented, but following #16 the interface would be to load TimeSeries with timeseries() and then use multiple dispatch for the plot method.

Ideally, one should be able to do this:

julia> using MarketData

julia> plot(AAPL, style="ohlc")

And it would just work. The style options could be the standard

  • line
  • ohlc
  • candlestick
@tbreloff
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There are 2 ways you could consider implementing this:

function Plots.plot(arr::TimeArray; linetype=:path, kw...)
  # extract x/y arrays from arr
  # if linetype is :ohlc or :candlestick do the necessary processing
  plot(x, y; kw..., otherkwargs...)
end

or you could make a PlotRecipe like in: https://github.com/tbreloff/Plots.jl/blob/master/src/recipes.jl#L8

I'm thinking either way, the ohlc/candlestick plots might make sense as PlotRecipes.

@milktrader
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So is :path a simple line?

Would the idea be to write a method like:

function Plots.plot(arr::TimeArray; linetype=:path, kw...)
  x = arr.timestamp
  y = arr.values
  # if linetype is :ohlc or :candlestick do the necessary processing
  plot(x, y; kw..., otherkwargs...)
end

@tbreloff
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:path and :line are similar... the difference is that :line implies you want to sort the data by x-value, whereas :path will allow "backtracking". Example:

julia> using Plots

julia> x, y = rand(20),rand(20);

julia> plot(x,y, lab="path", w=3)

julia> plot!(x,y, l=:line, lab="line", w=3)

tmp

@tbreloff
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tbreloff commented Mar 8, 2016

I'm going to close this, as it likely belongs as an implementation in another package. Feel free to ask questions if you need help implementing it.

@tbreloff tbreloff closed this as completed Mar 8, 2016
t-bltg pushed a commit that referenced this issue Oct 6, 2022
* Update RecipesBase.jl

* properly escape string

this isn't markdown, after all

* properly escape dollar signs
t-bltg pushed a commit that referenced this issue Oct 6, 2022
t-bltg added a commit that referenced this issue Oct 6, 2022
* use Dates

* Add compat for RecipesBase

* Fix badges

* Plots test

* Fix travis

* Forgot using

* Update .travis.yml

Co-Authored-By: Anshul Singhvi <asinghvi17@simons-rock.edu>

* Use ds/rewrite

* Try with --project


Credit: Fredrik Ekre

* Use latest stable julia version

* Allow failures on MacOS

* Docs deployment

* Literate + enable deploy

* Update Project.toml

* fix missing comma

* Fix error

* try fixing repo name

* small change to trigger CI

* play better with Literate

* allow type recipes for `Number`s in arrays and surfaces

* small fixes

* skip maybestrings

* fix ambiguity

* Add badge

* Fix build badge link

* Show status only for master branch

* Fix README docs link

* remove subdomain

* Create TagBot.yml

* fix surface type recipe

* bump version

* fix error for grouping

* bump version

* further grouping fixes

* bump version

* fix plotting functions

* bump version

* downgrade version

* fix plotting rowvector of functions

* bump version

* support parametric type in `@userplot`

* add docs for parametric type in `@userplot`

* bump version

* fix grouping

* bump version

* bump PlotUtils compat

* bump version

* add zulip chat link to readme [skip ci]

* add zulip link [skip ci]

* Fix typo in docs

`AbstractArry` -> `AbstractArray`

* add hook after series decomposition (#52)

* add process_sliced_series_attributes!

* export process_slice_series_attrributes!

* remove `kw`

* Update Project.toml

[skip ci]

* Initial pass at CI

* Add script from Plots

* Update to MakieRecipes

* comment out artifact uploads

* Plots test

* CairoMakie tests

* Forgot using

* Update .travis.yml

Co-Authored-By: Anshul Singhvi <asinghvi17@simons-rock.edu>

* Use ds/rewrite

* Try with --project

* Another try

Credit: Fredrik Ekre

* Import examples from MakieRecipes

* add separately

* dev

* $(mktemp -d)

* Update .github/workflows/CI.yml

Co-Authored-By: Anshul Singhvi <asinghvi17@simons-rock.edu>

* use temp_for_test

* fix typo

* Update .github/workflows/CI.yml

* ensure that images are uploaded

* Pass a begin block to testset

* fix the macro

* seriously, I forgot .png?

* Update .travis.yml

* Fix split_attribute (#53)

* Fix a typo in the `recipe_pipeline!` constructor (#54)

* bump version

* fix time and period recipes

* bump version

* Fix typo (#56)

* implement `Base.axes` for `Volume`

* bump version

* Update group.jl

* implement iterate for Surface and Volume

* bump version

* use NaNMath log functions

* Add one_arg_shorthands macro (#73)

* Add one_arg_shorthands macro

* export one_arg_shorthands

* patch version [skip ci]

* Add :mesh3d as 3d series type (#62)

* 0.1.12 [skip ci]

* add compat for NaNMath

* dispatch processing of axis args on the plot object (#63)

* dispatch processing of axis args on the plot object

* Update type_recipe.jl

* Update type_recipe.jl

* Update type_recipe.jl

* add to API

* Update api.jl

* 0.1.13

* remove one_arg_shorthands macro (#74)

It didn't work out as intended

* 1.1.0

* more friendly error when x,y shape mis-match

* AbstractDict plot sorted

* more friendly error when x,y shape mis-match (#65)

* more friendly error when x,y shape mis-match

* don't touch z

* Update src/user_recipe.jl

Co-authored-by: Daniel Schwabeneder <daschw@disroot.org>

* switch to github-actions and update runtests.jl to run Plots test images

* update CI.yml

* keep makie tests

* move `signature_string` to RecipesPipeline

* minor version bump

* Revert "minor version bump"

This reverts commit 63c713b7808adf305484a9724cef9eabae2a0702.

* move `warn_on_recipe_aliases!` from Plots and add some `@nospecialize`

* add CompileBot

* minor version bump

* add precompile statements

* bump version

* add new line at end of file

* add recipe for list of NamedTuples

* add newline

* update tagbot action

* add recipe for list of NamedTuples

* move `warn_on_recipe_aliases!` from Plots and add some `@nospecialize`

* update tagbot action

* Fix broken histogram and stepbins plotting

* Increase package version to v0.2.1

* Update precompile_*.jl file

* add TestImages test dependency

* refine friendly error (#75)

* Update precompile_*.jl file

* don't stringify argument to `warn_on_recipe_aliases!` early
needs matching Plots changes

* minor release

* add `@nospecialize` annotations

* release

* update CompileBot

* update TESTCMD in CI

* fix TESTCMD in compilebot action

* Update precompile_*.jl file

* release

* Update README.md

[skip ci]

* don't catch all the MethodErrors (#87)

* don't catch all the MethodErrors

* remove `@show`

* 0.3.3 [skip ci]

* add mesh3d for GR

* v0.3.4

* Small improvement in inferrability (#82)

* 1.1.2 [skip ci]

* CI: tentative fix

* CI: add LinearAlgebra (#96)

Co-authored-by: t-bltg <t-bltg@users.noreply.github.com>

* Test for error value from `apply_recipe` fallback. (#95)

* v0.3.5 [skip ci]

* Add `Downloads` test dependency

Complement #3766

* Remove try/catch needed for compatibility with Plots.jl v1.21.0 and earlier (#97)

* Improve groups perf from O(MxN) to O(M) (#98)

* Update MakieRecipes URL

* Update precompile_*.jl file (#91)

* v0.3.6 [skip ci]

* Revert try/catch for patch version

* v0.3.7 (#101) [skip ci]

* v0.4.0 (#102) [skip ci]

* Avoid Vararg UnionAll dispatch (#104)

* Avoid Vararg UnionAll dispatch

Fixes JuliaPlots/RecipesPipeline.jl#103

* fix fix

Co-authored-by: Simon Christ <SimonChrist@gmx.de>

* 0.4.1 [skip ci]

* move layout macro from plots (#85)

* 1.2.0 [skip ci]

* remove pct

* 1.2.1 [skip ci]

* Update Project.toml

* respect defaults for fillrange and ribbon (#106)

* respect defaults for fillrange and ribbon

* remove fillrange and ribbon handling from RecipesPipeline

* update ci

* set version

* Update CI.yml

* move documentation to gh-actions

* update run commands

* Update Documentation.yml

* Allow `NanMath` 1.0 - bump version (#108)

Co-authored-by: t-bltg <tf.bltg@gmail.com>

* Fix `unzip` for empty vectors (#110)

* 0.5.2 [skip ci]

* update url with https://docs.juliaplots.org/stable/generated/supported/#Keyword-Arguments (#89)

* Update precompile_*.jl file (#109)

Co-authored-by: t-bltg <t-bltg@users.noreply.github.com>

* run  snoopcompile on pust to master only

* update compat bounds (#111)

* 0.6.0 [skip ci]

* Update precompile_*.jl file (#112)

Co-authored-by: t-bltg <t-bltg@users.noreply.github.com>

* `SnoopCompile` labels

* use ssh key for `TagBot` (#91)

* fix julia scripts in markdown (#90)

* add missing language specification in md

* replace type with struct

* fix `SnoopCompile` (#113)

* update compat bounds

* run snoop on master only

* update precompile

* Update precompile_*.jl file (#114)

Co-authored-by: t-bltg <t-bltg@users.noreply.github.com>

* 0.6.1 [skip ci]

* fix plotting `Union{Missing,Real}` arrays (#116)

* Update precompile_*.jl file (#115)

Co-authored-by: t-bltg <t-bltg@users.noreply.github.com>

* 0.6.2 [skip ci]

* fix formatters (#118)

* 0.6.3 [skip ci]

* Update precompile_*.jl file (#117)

Co-authored-by: BeastyBlacksmith <BeastyBlacksmith@users.noreply.github.com>

* Create invalidations.yml (#93)

This is based on https://github.com/julia-actions/julia-invalidations. Adding such checks came up in https://discourse.julialang.org/t/potential-performance-regressions-in-julia-1-8-for-special-un-precompiled-type-dispatches-and-how-to-fix-them/86359. I suggest to add this check here since this package is widely used as a dependency.

* rework precompilation using `SnoopPrecompile` - document `@layout` (#94)

* document `@layout`

* rewok precompile statements using `SnoopPrecompile`

* add ci

* bump julia to `1.6` for failing CI

* 1.3.0

* more efficient `DefaultsDict` iteration (#121)

* bump julia version in `ci` (#122)

* 0.6.4

* Add methods to access separate keysets of the DefaultsDict (#124)

* bump version [skip ci]

* DefaultsDict - correctness and performance tweaks for large numbers of series (#126)

* 0.6.6 [skip ci]

* Fix a deprecated syntax in docs of macro `@recipe` (#95)

* fix broken docs

* remove

* remove un-needed files

* RP tests

Co-authored-by: Daniel Schwabeneder <daschw@disroot.org>
Co-authored-by: Sebastian Micluța-Câmpeanu <m.c.sebastian95@gmail.com>
Co-authored-by: Sebastian Micluța-Câmpeanu <31181429+SebastianM-C@users.noreply.github.com>
Co-authored-by: Anshul Singhvi <asinghvi17@simons-rock.edu>
Co-authored-by: Lirimy <31124605+Lirimy@users.noreply.github.com>
Co-authored-by: mtsch <matijacufar@gmail.com>
Co-authored-by: Simon Christ <SimonChrist@gmx.de>
Co-authored-by: JonasIsensee <jonas.isensee@web.de>
Co-authored-by: Michael Abbott <me@pseudomac>
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Co-authored-by: Oliver Schulz <oschulz@mpp.mpg.de>
Co-authored-by: daschw <daschw@users.noreply.github.com>
Co-authored-by: Moelf <Moelf@users.noreply.github.com>
Co-authored-by: Jeremy Bejanin <jeremy.bejanin@gmail.com>
Co-authored-by: t-bltg <t-bltg@users.noreply.github.com>
Co-authored-by: Tim Holy <tim.holy@gmail.com>
Co-authored-by: Nicholas Bauer <nicholasbauer@outlook.com>
Co-authored-by: Mike Keehan <21029749+mdkeehan@users.noreply.github.com>
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Co-authored-by: Christopher Rackauckas <chrisrackauckas@gmail.com>
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